-3.9%
ONON vs KEY
+32.1%
-36.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -10.0% | +2.9% | -12.9% | -11.1% |
| 30D | -5.3% | +8.4% | -13.7% | -8.7% |
| 3M | +6.5% | -5.8% | +12.2% | +9.1% |
| 6M | -5.0% | +5.4% | -10.4% | -7.6% |
| YTD | -27.6% | +7.1% | -34.7% | -30.1% |
| 1Y | -20.7% | +26.8% | -47.5% | -28.9% |
| 3Y | +26.6% | +128.7% | -102.1% | -15.1% |
| 5Y | -9.6% | +13.6% | -23.2% | -9.8% |
| All | -3.9% | +32.1% | -36.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling